+9.6%
CI vs TRI
-12.1%
+21.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +2.6% | -1.6% | +4.2% | +2.8% |
| 30D | +7.3% | +5.0% | +2.3% | +6.9% |
| 3M | +9.5% | +4.6% | +4.9% | +9.0% |
| 6M | +6.4% | +18.3% | -11.9% | +4.8% |
| YTD | +12.0% | -14.7% | +26.7% | +15.6% |
| 1Y | +20.1% | -16.7% | +36.8% | +24.4% |
| 3Y | +9.6% | -11.3% | +20.9% | +15.2% |
| All | +9.6% | -12.1% | +21.6% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling